Minnesota is more often snowy and cold than it is anything else. Our kids can be cooped up inside for literally months at a time. Everyone, including parents, go stir crazy. We have our homeschooling outings going ice skating and bowling. While those times are fun and let them wear off energy, there is nothing like sending them out the back door to explore their world. The fun part about sending them outside for me is watching the differences in their play while outdoors. Some go right to work finding something they can "work" on, others gaze at their surroundings mesmerized by all the animals business. Some of the kids are content watching other kids as they "work" and watch the animals. Yet, other times they play together and fine something to do as a whole group.
With their pails, shovels, trucks and cars, they go and explore the world around them. Without knowing it they experience textures, they experience working together and having to share, learning to give up what they want for the good of someone else. They learn that trying to walk up an icy hill may not be the best idea, nor the safest. They learn to be careful, they learn how many shovel fulls of snow will fit in their buckets (learning both science and math).
Playing outside is chalk full of learning experiences, but, mostly, it's just plain ole fun!!